Risk tuning with generalized linear regression
R. Tyrrell Rockafellar; Stan Uryasev; Michael Zabarankin
| Year of publication: |
2008
|
|---|---|
| Authors: | Rockafellar, Ralph Tyrrell ; Uryasev, Stan ; Zabarankin, Michael |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 33.2008, 3, p. 712-729
|
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003766321